Anic Equity¶

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Total return since start: 0.614 %¶

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Equity now: -----------------------------> 49307.48 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45246.27 Kr¶

PnL: ---------------------------------------> 190.27 Kr¶

DD now: ---------------------------------> -7.178 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 09:41:28.723762'

Anic Portfolio¶

Today¶

Return: 0.888 %¶

This Week¶

Return: 0.009 %¶

Total portfolio value¶

Return including deposits: 61.42 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 1.110000 1679.220000 210.220000 14.310000 1468.999998
Sedana Medical 93 5.290000 2704.440000 183.440000 7.280000 2521.000011
Orrön Energy 180 5.510000 2169.900000 126.900000 6.210000 2043.000000
Platzer Fastigheter Holding B 12 2.100000 990.000000 29.000000 3.020000 960.999996
Sagax B 4 1.520000 880.000000 26.000000 3.040000 854.000000
Sagax A 4 2.330000 880.000000 26.000000 3.040000 854.000000
Atrium Ljungberg B 5 0.840000 960.500000 25.500000 2.730000 935.000000
Catena 2 1.440000 814.800000 22.800000 2.880000 792.000000
Hoist Finance 35 -0.170000 1002.750000 22.750000 2.320000 980.000000
JM 6 0.000000 877.800000 13.800000 1.600000 864.000000
Hexatronic Group 12 1.210000 979.920000 12.920000 1.340000 966.999996
Gränges 9 1.360000 940.500000 12.500000 1.350000 927.999999
BioGaia B 8 0.170000 936.000000 6.000000 0.650000 930.000000
Biotage 7 0.220000 945.000000 4.000000 0.430000 940.999997
Clas Ohlson B 12 0.060000 975.000000 2.000000 0.210000 972.999996
Byggmax Group 33 0.480000 957.660000 1.660000 0.170000 956.000001
AcadeMedia 8 0.500000 402.800000 0.800000 0.200000 402.000000
Bilia A 8 0.000000 900.000000 0.000000 0.000000 900.000000
EQT 4 0.480000 832.000000 0.000000 0.000000 832.000000
HEXPOL B 9 -0.960000 1017.900000 -3.100000 -0.300000 1020.999996
ASSA ABLOY B 3 -0.390000 772.800000 -6.200000 -0.800000 779.000001
Alimak Group 11 0.480000 921.800000 -6.200000 -0.670000 927.999996
OX2 13 0.350000 943.800000 -6.200000 -0.650000 949.999999
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
VEF 909 0.800000 1832.540000 -17.460000 -0.940000 1850.000436
SKF B 5 -1.100000 921.750000 -18.250000 -1.940000 940.000000
Nordic Waterproofing Holding 7 0.300000 946.400000 -20.600000 -2.130000 966.999999
Addnode Group B 11 -1.220000 890.450000 -30.550000 -3.320000 921.000003
Latour B 4 -0.050000 817.600000 -39.400000 -4.600000 857.000000
Vitec Software Group B 2 0.290000 1045.000000 -42.000000 -3.860000 1087.000000
Indutrade 5 1.080000 1173.500000 -44.500000 -3.650000 1218.000000
Bufab 3 -0.460000 1048.200000 -60.800000 -5.480000 1109.000001
Hexagon B 26 0.270000 3399.500000 -61.500000 -1.780000 3461.000010
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
BHG Group 97 1.070000 1369.640000 -89.360000 -6.120000 1458.999989
TOTAL 45246.270000 190.270000 -7.1778% 45056.000411

Updated:¶

'2023-07-04 09:41:45.466447'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶